Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52094.73 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47937.61 Kr¶

PnL: ---------------------------------------> -994.39 Kr¶

DD now: ---------------------------------> -1.931 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 11:58:23.551304'

Anic Portfolio¶

Today¶

Return: -0.328 %¶

This Week¶

Return: -0.423 %¶

Total portfolio value¶

Return including deposits: 70.545 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -2.580000 2247.000000 68.000000 3.120000 2179.000005
Embracer Group B 26 1.520000 728.000000 66.000000 9.970000 661.999988
BHG Group 49 0.990000 700.210000 61.210000 9.580000 638.999984
Vitrolife 3 -0.170000 723.000000 46.000000 6.790000 677.000001
Biotage 4 1.830000 644.400000 41.400000 6.870000 603.000000
Addnode Group B 6 2.740000 787.800000 35.800000 4.760000 751.999998
Profoto Holding 7 5.000000 617.400000 35.400000 6.080000 581.999999
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
SynAct Pharma 9 2.450000 677.700000 32.700000 5.070000 645.000003
Humana 40 0.690000 696.800000 22.800000 3.380000 674.000000
Eastnine 6 -0.890000 667.200000 10.200000 1.550000 657.000000
Gaming Innovation Group 161 0.970000 4194.050000 6.050000 0.140000 4187.999942
Addtech B 3 -0.510000 705.600000 5.600000 0.800000 699.999999
Sdiptech B 3 -0.070000 824.400000 2.400000 0.290000 822.000000
Volati 5 0.350000 574.000000 0.000000 0.000000 574.000000
Fortnox 10 2.710000 666.400000 -1.600000 -0.240000 668.000000
Latour B 2 -0.220000 444.000000 -5.000000 -1.110000 449.000000
Sampo Oyj SDB 1 0.510000 497.000000 -8.000000 -1.580000 505.000000
NCC B 7 0.000000 645.400000 -8.600000 -1.310000 653.999997
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 0.070000 647.850000 -10.150000 -1.540000 657.999999
Indutrade 5 0.540000 1306.000000 -14.000000 -1.060000 1320.000000
BONESUPPORT HOLDING 10 -0.580000 1207.000000 -17.000000 -1.390000 1224.000000
Nolato B 12 -0.570000 623.400000 -24.600000 -3.800000 648.000000
SCA A 4 -2.730000 570.400000 -28.600000 -4.770000 599.000000
Lime Technologies 2 -0.720000 554.000000 -39.000000 -6.580000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.760000 555.450000 -55.550000 -9.090000 610.999998
Investor A 16 0.190000 3448.000000 -97.000000 -2.740000 3545.000000
Lundin Gold 7 -1.440000 865.200000 -108.800000 -11.170000 973.999999
Sedana Medical 135 -3.900000 4122.900000 -208.100000 -4.800000 4330.999935
New Wave B 40 -1.290000 3696.800000 -219.200000 -5.600000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.980000 2604.800000 -362.200000 -12.210000 2966.999993
TOTAL 47937.610000 -994.390000 -1.93075% 48931.999868

Updated:¶

'2023-06-16 11:58:40.056185'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶